STRATEGY VWAP MOMENTUM

20251104 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 9

Periodo: 2025-11-04 01:17:00 - 2025-11-04 22:59:00

Exposure Days: 1

Trades per Day: 9.00

Avg Duration: 137.89 min

Median Duration: 117.00 min

PERFORMANCE

Total Profit: $4,610.00

Avg Profit: $512.22

Median Profit: $-125.00

Std Profit: $1,654.76

Profit Factor: 2.22

WIN/LOSS

Win Rate: 37.5%

Winners / Losers: 3 / 5 (Ratio: 1:3)

Gross Profit: $8,385.00

Gross Loss: $-3,775.00

Avg Winner: $2,096.25

Avg Loser: $-755.00

Avg Winner / Avg Loser: (Ratio: 1:2.78)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,775.00

Sharpe Ratio: 0.31

Sortino Ratio: 0.75

Ulcer Index: 31.48

EXIT REASONS

TARGET exits: 3 (33.3%)

STOP exits: 2 (22.2%)

EOD exits: 1 (11.1%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,885.00

Avg P&L: $-942.50

SHORT ENTRIES (SELL)

Total SHORT: 7

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $6,495.00

Avg P&L: $927.86

CUMULATIVE P&L